+119.0%
SOFI vs CSGP
-60.9%
+180.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.5% |
| 7D | -4.9% | +1.3% | -6.2% | -5.4% |
| 30D | +8.4% | +2.8% | +5.6% | +4.6% |
| 3M | -16.3% | -6.3% | -10.0% | -15.9% |
| 6M | +0.7% | -3.2% | +3.9% | -2.5% |
| YTD | -41.1% | -54.0% | +12.9% | -11.7% |
| 1Y | -45.7% | -54.8% | +9.1% | -17.5% |
| 3Y | +119.0% | -60.6% | +179.6% | +257.6% |
| All | +119.0% | -60.9% | +180.0% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling